Mad Men devotees of a certain disposition, look away now. Stuart Murphy is the Sky executive responsible for depriving non-satellite subscriber fans of their favourite TV show. Having launched Sky Atlantic on the back of the expensively acquired HBO catalogue and AMC's Mad Men, he is now leading the broadcaster's £600m quest for original UK programming.

Tonight will see Steve Coogan's Alan Partridge make his Sky debut, alongside a new sitcom written by Kathy Burke and another prized US import, Armando Iannucci's Veep.

No wonder Murphy, who as director of Sky entertainment channels oversees Sky1, Sky Atlantic, Sky Living and Sky Arts, is in fighting mood. Literally so. "I box twice a week. I've just started to do handstand press-ups," he says. "I am going to have a bout. I thought I should take someone on from a different broadcaster. Imagine how funny that would be." They could put it on Sky Sports.

In an unexpected turn, Murphy, a divorced father of two boys, also uses the interview to speak publicly for the first time about being gay. He turned 40 last year and says he feels more confident about himself and is "neither proud nor embarrassed by it".

"What's important to me is that it's irrelevant, but equally I don't want to feel defensive about it and there was a period when the newspapers were trying to out me where I did feel defensive about it," he says. "It was one newspaper and it was pretty unpleasant but the world has moved on and it will change more if people in my position don't make a big deal about it."

The "fundamental reason" he wanted to mention it, he says, is because he "raised the boys to be very open and accepting, no matter what race or whether someone's male or female or rich or poor, and it's important they see their dad lives by that".

As one rival put it, Sky has rolled its tanks on to the lawns of the BBC, ITV and Channel 4. It has tried that before, but with conspicuously less success – whether with big-name transfers (Harry Enfield's Brand Spanking New Show) or bawdy dramas (Is Harry on The Boat?).

All of Sky1's recent British-made comedies have been recommissioned, including Trollied, Stella, created by and starring Ruth Jones, and Spy, which won its star, Darren Boyd, a Bafta.

New Sky1 drama will include The Smoke, which is set in a London fire station and produced by Kudos, the indie producer behind Life on Mars. In addition, Sinbad, a big-budget, 13-part action adventure begins next month. On Sky Arts, Daniel Radcliffe and Mad Men's Jon Hamm will star in the comedy drama A Young Doctor's Notebook, while new Sky Atlantic comedy includes Julia Davis's Hunderby and Chris O'Dowd in Moone Boy. Ricky Gervais and Karl Pilkington will return with an An Idiot Abroad sequel starring Life's Too Short'sWarwick Davis.

Murphy turns to confectionary for illustration. "The BBC and ITV are giving away Dairy Milk chocolate seemingly for free and it's pretty damn good. If we are going to go into the chocolate business it needs to be not just as good as Dairy Milk but miles better. When I turned up we weren't making stuff as good as Dairy Milk, whereas now I hope Mad Dogs [British crime drama] is better than other things on terrestrial. Lots of terrestrial channels would want An Idiot Abroad. Everyone wants Ruth Jones and we've got her."

But the aspirations are not always matched by audiences. An Idiot Abroad returned for a second series with an impressive 1.3 million viewers, but Trollied's overnight rating fell from 1.5 million to 400,000 during its 10-part run. The heavily trailed fifth series of Mad Men launched on Sky Atlantic with 98,000 viewers, barely a quarter of the 355,000 who saw the start of the fourth series in 2010 when it was still on BBC4.

Murphy says the overnight figures are misleading, if not entirely redundant, in the age of digital TV recorders, with 79% of all viewing of the latest Mad Men series on Sky+. "It's disingenuous to say we don't look at all at overnights," he says. "But it feels a bit thick. It's like judging someone on the first date and not whether it's been a three-year success." Mad Men's consolidated average audience was still a relatively measly 150,000. "We can't measure individual shows and whether they prompt subscription, and even if we could it would feel quite a cynical thing to do," says Murphy. "The key thing is we need to give people a reason to come to Sky."

The launch of Sky Sports's dedicated Formula 1 channel generated 70,000 new subscribers. No equivalent figure is available for Sky Atlantic: the broadcaster's statistic that "12.5% of all new subscribers state Sky Atlantic as their reason for joining" is rather less enlightening.Leeds-born Murphy was the launch controller of BBC3, joined Sky in 2009 after a stint in independent production, and was appointed to his new role in April. Each channel director – Sky Living's Jane Johnson, Sky Atlantic's Naomi Gibney and Sky Arts' James Hunt – reports to Murphy, who in turn reports to Sky's managing director of entertainment, Sophie Turner Laing.

A former teaboy at BBC Manchester whose early career took in MTV and The Big Breakfast, rising to run the now defunct UK Play when aged just 26, Murphy describes the satellite broadcaster as "a bit like being in MI6, it's proper team Sky" and a "lot more kind" than he thought it would be. "From the outside it can seem quite muscular."

On a recent awayday to inspire his commissioning team to be "proper world class", they watched clips of TV and films they felt warranted the accolade. These included Apocalypse Now, the first 10 minutes of Up, St Elsewhere, Steptoe and Son and Little Britain (a Murphy commission on BBC3).

Some quizzes and factual entertainment in the first year on Sky Atlantic were not good enough, he admits, blaming himself for "asking indies to make stuff that didn't have budgets to justify my editorial ambition".

He characterises Sky1 as "modern naughty family" and we can expect more of the surreal, slapstick tone of Charlie Brooker's forthcoming detective spoof, A Touch of Cloth.

Was the aborted News Corporation takeover of BSkyB and phone-hacking fallout a distraction? "Not at all," he says. "I was just too busy to be thinking about it." He adds that Darroch, chief executive since succeeding James Murdoch in 2009, has never interfered in editorial issues but will ask him about plotlines in Trollied.

Murphy says his budget will not suffer as a result of Sky's higher than expected £2.3bn blowout on live Premier League rights. "No, it doesn't impact on us at all," he says. "Football is the lifeblood of Sky and it's really nice when Sky wins. It's like an injection of winning DNA back into the company, another surge of excitement."

• This article was amended on 25 June, 2012 to correct Jon Hamm's name, which was originally spelt 'John'.